-3.1%
CMG vs TRI
-10.0%
+7.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -2.1% | -7.9% | +5.8% | 0.0% |
| 30D | +10.9% | -4.5% | +15.4% | +11.9% |
| 3M | +15.8% | +22.1% | -6.3% | +5.6% |
| 6M | +6.9% | -2.8% | +9.7% | +5.0% |
| YTD | -2.2% | -23.4% | +21.2% | +6.3% |
| 1Y | -7.1% | -41.5% | +34.4% | +15.3% |
| 3Y | -7.1% | -19.2% | +12.1% | -12.2% |
| All | -3.1% | -10.0% | +7.0% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling